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Consider the generalized linear least squares (GLS) problem $\min\|Lx\|_2 \ \mathrm{s.t.} \ \|M(Ax-b)\|_2=\min$. The weighted pseudoinverse $A_{ML}^{\dag}$ is the matrix that maps $b$ to the minimum 2-norm solution of this GLS problem. By…

Numerical Analysis · Mathematics 2024-08-20 Haibo Li

This paper is concerned with the least squares inverse eigenvalue problem of reconstructing a linear parameterized real symmetric matrix from the prescribed partial eigenvalues in the sense of least squares, which was originally proposed by…

Numerical Analysis · Mathematics 2018-06-19 Teng-Teng Yao , Zheng-Jian Bai , Xiao-Qing Jin , Zhi Zhao

We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of $1-\cos(X(A^TA),I)$, where $A$ is a given rectangular coefficient matrix and $X$ is the approximate…

Numerical Analysis · Mathematics 2019-02-25 Jean-Paul Chehab , Marcos Raydan

We study the problem of matrix estimation and matrix completion under a general framework. This framework includes several important models as special cases such as the gaussian mixture model, mixed membership model, bi-clustering model and…

Statistics Theory · Mathematics 2017-07-10 Olga Klopp , Yu Lu , Alexandre B. Tsybakov , Harrison H. Zhou

By a generalized inverse of a given matrix, we mean a matrix that exists for a larger class of matrices than the nonsingular matrices, that has some of the properties of the usual inverse, and that agrees with inverse when given matrix…

Rings and Algebras · Mathematics 2016-01-18 Ivan Kyrchei

We revisit a formula that connects the minimal ranks of triangular parts of a matrix and its inverse and relate the result to structured rank matrices. We also address the generic minimal rank problem.

Numerical Analysis · Mathematics 2007-05-23 Hugo J. Woerdeman

For a given class of structured matrices $\mathbb S$, we find necessary and sufficient conditions on vectors $x,w\in \C^{n+m}$ and $y,z \in \C^{n}$ for which there exists $\Delta=[\Delta_1~\Delta_2]$ with $\Delta_1 \in \mathbb S$ and…

Optimization and Control · Mathematics 2022-08-29 Mohit Kumar Baghel , Punit Sharma

Suppose that the matrix equation $AXB=C$ with unknown matrix $X$ is given, where $A$, $B$, and $C$\ are known matrices of suitable sizes. The matrix nearness problem is considered over the general and least squares solutions of the matrix…

Numerical Analysis · Mathematics 2011-03-22 Halim Özdemir , Murat Sarduvan

Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas,…

Computational Geometry · Computer Science 2016-11-17 Wajeb Gharibi , Omar Saeed Al-Mushayt

GMRES is known to determine a least squares solution of $ A x = b $ where $ A \in R^{n \times n} $ without breakdown for arbitrary $ b \in R^n $, and initial iterate $ x_0 \in R^n $ if and only if $ A $ is range-symmetric, i.e. $ R(A^T) =…

Numerical Analysis · Mathematics 2025-04-17 Kouta Sugihara , Ken Hayami

This paper presents an efficient method for obtaining the least squares Hermitian solutions of the reduced biquaternion matrix equation $(AXB, CXD) = (E, F )$. The method leverages the real representation of reduced biquaternion matrices.…

Numerical Analysis · Mathematics 2023-11-14 Sk. Safique Ahmad , Neha Bhadala

In this paper, we present two choices of structured spectral gradient methods for solving nonlinear least-squares problems. In the proposed methods, the scalar multiple of identity approximation of the Hessian inverse is obtained by…

Optimization and Control · Mathematics 2018-07-31 Hassan Mohammad , Mohammed Yusuf Waziri

We introduce a new fundamental algorithm called Matrix-POAFD to solve the matrix least square problem. The method is based on the matching pursuit principle. The method directly extracts, among the given features as column vectors of the…

Information Theory · Computer Science 2025-03-19 Wei Qu , Chi Tin Hon , Yiqiao Zhang , Tao Qian

We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…

Numerical Analysis · Mathematics 2025-01-06 Haibo Li

In our work, we consider the linear least squares problem for $m\times n$-systems of linear equations $Ax = b$, $m\geq n$, such that the matrix $A$ and right-hand side vector $b$ can vary within an interval $m\times n$-matrix and an…

Numerical Analysis · Mathematics 2020-01-22 Sergey P. Shary , Behnam Moradi

This paper considers robust solutions to a class of nonlinear least squares problems using min-max optimization approach. We give an explicit formula for the value function of the inner maximization problem and show the existence of global…

Optimization and Control · Mathematics 2025-02-03 Xiaojun Chen , Carl Kelley

In this paper, the normwise condition number of a linear function of the equality constrained linear least squares solution called the partial condition number is considered. Its expression and closed formulae are first presented when the…

Numerical Analysis · Mathematics 2016-03-29 Hanyu Li , Shaoxin Wang

We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear system Ax=b, we show that this condition number can be computed using the singular values and the…

Numerical Analysis · Computer Science 2010-12-30 Marc Baboulin , Serge Gratton

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

An iterative method LSMR is presented for solving linear systems $Ax=b$ and least-squares problem $\min \norm{Ax-b}_2$, with $A$ being sparse or a fast linear operator. LSMR is based on the Golub-Kahan bidiagonalization process. It is…

Mathematical Software · Computer Science 2012-01-25 David Fong , Michael Saunders